On the left side, the colored letters near the top note if there are reports that you haven't looked at. Different letters stand for different reports (source). C is combat, H is hunting, S is sparring (military).
On the right side:
- The bottom number shows your current depth on the z-axis, as you mentioned.
- The coloration along this bar shows the dominant features of nearby levels (with the current z-level being in the center, highlighted yellow. Blue on this bar indicates empty space. Brown indicates earth and stone.
- The number in the top right shows your current z-distance from "center." If you are below the "center" level, it will show red. If you are above, it will show green.
The top bar shows if you are paused and the current number of idlers (dwarfs without a task to do). In older versions, the idlers will instead be on the bottom.